+2,417.6%
HALO vs DTE
+831.9%
+1,585.7%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.3% |
| 7D | -3.4% | -2.0% | -1.4% | -2.4% |
| 30D | +4.3% | -2.4% | +6.7% | +5.5% |
| 3M | +51.8% | -7.3% | +59.1% | +57.4% |
| 6M | +57.8% | -7.6% | +65.4% | +63.4% |
| YTD | +59.0% | +5.8% | +53.2% | +53.3% |
| 1Y | +41.2% | +2.3% | +38.8% | +38.1% |
| 3Y | +177.8% | +45.0% | +132.8% | +123.8% |
| 5Y | +159.5% | +33.2% | +126.2% | +114.6% |
| 10Y | +963.6% | +141.4% | +822.2% | +453.5% |
| All | +2,417.6% | +831.9% | +1,585.7% | +359.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DTE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling